A some sort of dark fantasy UK movie.

There are 3 main characters: a veteran, a young man and a female artist. All suffered from some sort of mental disorders. The veteran wander around the street of London looking for vengeance upon a man who he thinks kill a little girl (his little sister). In his mind, he see himself as an atheist masked man wander around a steam-punk like city. The young man met a girl from his childhood but his mother told him that the girl was dead long ago. The artist attempt suicide multiple times but she call medial emergency beforehand.